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MAIIX vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAIIX and SLV is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MAIIX vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MAIIX) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
76.10%
94.90%
MAIIX
SLV

Key characteristics

Sharpe Ratio

MAIIX:

0.20

SLV:

0.72

Sortino Ratio

MAIIX:

0.36

SLV:

1.20

Omega Ratio

MAIIX:

1.04

SLV:

1.14

Calmar Ratio

MAIIX:

0.22

SLV:

0.39

Martin Ratio

MAIIX:

0.73

SLV:

2.96

Ulcer Index

MAIIX:

3.70%

SLV:

7.48%

Daily Std Dev

MAIIX:

13.41%

SLV:

30.73%

Max Drawdown

MAIIX:

-62.24%

SLV:

-76.28%

Current Drawdown

MAIIX:

-12.47%

SLV:

-43.04%

Returns By Period

In the year-to-date period, MAIIX achieves a 0.05% return, which is significantly lower than SLV's 23.60% return. Over the past 10 years, MAIIX has underperformed SLV with an annualized return of 4.77%, while SLV has yielded a comparatively higher 5.97% annualized return.


MAIIX

YTD

0.05%

1M

-4.11%

6M

-4.90%

1Y

1.12%

5Y*

4.17%

10Y*

4.77%

SLV

YTD

23.60%

1M

-3.99%

6M

-0.22%

1Y

21.70%

5Y*

10.61%

10Y*

5.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAIIX vs. SLV - Expense Ratio Comparison

MAIIX has a 0.09% expense ratio, which is lower than SLV's 0.50% expense ratio.


SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for MAIIX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

MAIIX vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and iShares Silver Trust (SLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for MAIIX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.200.72
The chart of Sortino ratio for MAIIX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.361.20
The chart of Omega ratio for MAIIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.14
The chart of Calmar ratio for MAIIX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.000.220.39
The chart of Martin ratio for MAIIX, currently valued at 0.73, compared to the broader market0.0020.0040.0060.000.732.96
MAIIX
SLV

The current MAIIX Sharpe Ratio is 0.20, which is lower than the SLV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MAIIX and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
0.72
MAIIX
SLV

Dividends

MAIIX vs. SLV - Dividend Comparison

MAIIX's dividend yield for the trailing twelve months is around 0.27%, while SLV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MAIIX
iShares MSCI EAFE International Index Fund
0.27%3.16%2.76%3.00%1.95%3.29%4.53%2.42%2.81%2.40%0.80%2.39%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAIIX vs. SLV - Drawdown Comparison

The maximum MAIIX drawdown since its inception was -62.24%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for MAIIX and SLV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.47%
-43.04%
MAIIX
SLV

Volatility

MAIIX vs. SLV - Volatility Comparison

The current volatility for iShares MSCI EAFE International Index Fund (MAIIX) is 5.12%, while iShares Silver Trust (SLV) has a volatility of 7.56%. This indicates that MAIIX experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.12%
7.56%
MAIIX
SLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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